CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary
Previous Current
20-Jan-2021 21-Jan-2021 Change Change % Previous Week
Open 1.2171 1.2223 0.0052 0.4% 1.2228
High 1.2222 1.2232 0.0011 0.1% 1.2287
Low 1.2142 1.2200 0.0058 0.5% 1.2142
Close 1.2171 1.2222 0.0051 0.4% 1.2142
Range 0.0080 0.0033 -0.0047 -59.1% 0.0145
ATR 0.0073 0.0072 -0.0001 -1.2% 0.0000
Volume 0 45 45 131
Daily Pivots for day following 21-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2315 1.2301 1.2239
R3 1.2283 1.2268 1.2230
R2 1.2250 1.2250 1.2227
R1 1.2236 1.2236 1.2224 1.2227
PP 1.2218 1.2218 1.2218 1.2213
S1 1.2203 1.2203 1.2219 1.2194
S2 1.2185 1.2185 1.2216
S3 1.2153 1.2171 1.2213
S4 1.2120 1.2138 1.2204
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.2625 1.2529 1.2222
R3 1.2480 1.2384 1.2182
R2 1.2335 1.2335 1.2169
R1 1.2239 1.2239 1.2155 1.2215
PP 1.2190 1.2190 1.2190 1.2178
S1 1.2094 1.2094 1.2129 1.2070
S2 1.2045 1.2045 1.2115
S3 1.1900 1.1949 1.2102
S4 1.1755 1.1804 1.2062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2241 1.2119 0.0122 1.0% 0.0070 0.6% 84% False False 33
10 1.2406 1.2119 0.0287 2.3% 0.0070 0.6% 36% False False 27
20 1.2414 1.2119 0.0295 2.4% 0.0062 0.5% 35% False False 15
40 1.2414 1.1903 0.0511 4.2% 0.0058 0.5% 62% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2370
2.618 1.2317
1.618 1.2285
1.000 1.2265
0.618 1.2252
HIGH 1.2232
0.618 1.2220
0.500 1.2216
0.382 1.2212
LOW 1.2200
0.618 1.2179
1.000 1.2167
1.618 1.2147
2.618 1.2114
4.250 1.2061
Fisher Pivots for day following 21-Jan-2021
Pivot 1 day 3 day
R1 1.2220 1.2206
PP 1.2218 1.2191
S1 1.2216 1.2176

These figures are updated between 7pm and 10pm EST after a trading day.

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